Distributionally Robust Optimization
Videos from BIRS Workshop
Yinyu Ye, Stanford University
Monday Mar 5, 2018 09:07 - 09:42
Distributionally Robust Stochastic and Online Optimization
Melvyn Sim, NUS Business School
Monday Mar 5, 2018 09:45 - 10:21
A Tractable Format for Distributionally Robust Optimization
Huifu Xu, University of Southampton
Monday Mar 5, 2018 10:42 - 11:14
Quantitative Stability Analysis in Distributionally Robust Optimization
Krzysztof Postek, Erasmus University Rotterdam
Monday Mar 5, 2018 11:18 - 11:52
Distributionally Robust Optimization with SOS Polynomial Density Functions and Moment Conditions
JianQiang Cheng, University of Arizona
Monday Mar 5, 2018 11:53 - 12:21
Distributionally Robust Optimization with Principal Component Analysis
Tito Homem-de-Mello, Universidad Adolfo Ibanez
Monday Mar 5, 2018 13:54 - 14:31
Distributionally Robust Newsvendor Problems with Variation Distance
Jonathan Yu-Meng Li, University of Ottawa
Monday Mar 5, 2018 14:32 - 15:05
Worst-Case Law Invariant Risk Measures and Distributions: The Case of Nonlinear DRO
Ruiwei Jiang, University of Michigan
Monday Mar 5, 2018 15:06 - 15:41
Ambiguous Risk Constraints with Moment and Structural Information
Chung Piaw Teo, National University of Singapore
Monday Mar 5, 2018 16:04 - 16:39
Disruption Risk Mitigation in Supply Chains - The Risk Exposure Index Revisited
Selin Damla Ahipasaoglu, Singapore University of Technology and Design
Monday Mar 5, 2018 16:53 - 17:26
Flexibility of Distributionally Robust Choice Models in Traffic Equilibrium
Phebe Vayanos, University of Southern California
Monday Mar 5, 2018 17:27 - 18:03
Robust Multiclass Queuing Theory for Wait Time Estimation in Resource Allocation Systems
Dimitris Bertsimas, Massachusetts Institute of Technology
Tuesday Mar 6, 2018 09:06 - 09:49
From Data to Decisions
Anton Kleywegt, Georgia Institute of Technology
Tuesday Mar 6, 2018 09:51 - 10:39
Distributional Robustness and Regularization in Statistical Learning
Andrew Lim, National University of Singapore
Tuesday Mar 6, 2018 10:57 - 11:37
Calibration of Distributionally Robust Empirical Optimization Problems
Vishal Gupta, University of Southern California
Tuesday Mar 6, 2018 11:38 - 12:17
Small-Data, Large-Scale Linear Optimization
Bart Paul Gerard Van Parys, Massachusetts Institute of Technology
Tuesday Mar 6, 2018 14:03 - 14:36
Bootstrap Robust Prescriptive Analytics
Henry Lam, University of Michigan
Tuesday Mar 6, 2018 14:41 - 15:10
Parameter Calibration for Optimization under Uncertainty
Nathan Kallus, Cornell University
Tuesday Mar 6, 2018 15:12 - 15:49
Distributionally Robust Optimization for Learning Causal-Effect-Maximizing Policies
Sanjay Mehrotra, Northwestern University
Tuesday Mar 6, 2018 16:18 - 16:58
Decomposition Methods For Solving Distributionally Robust Two-Stage Stochastic Integer Programs
John Gunnar Carlsson, University of Southern California
Tuesday Mar 6, 2018 17:01 - 17:33
Wasserstein Distance and the Distributionally Robust TSP
Dan Iancu, Stanford University
Tuesday Mar 6, 2018 17:36 - 18:11
Discrete Convexity and Dynamic Robust Optimization
Georg Pflug, University of Vienna
Wednesday Mar 7, 2018 09:03 - 09:39
Distributional Robustness for Multiperiod Stochastic Programs
Huan Xu, Georgia Institute of Technology
Wednesday Mar 7, 2018 09:44 - 10:19
Practicable Robust Markov Decision Processes
Angelos Georghiou, McGill University, Desautels Faculty of Management
Wednesday Mar 7, 2018 10:39 - 11:12
Robust Dual Dynamic Programming
Jin Qi, Hong Kong University of Science and Technology
Wednesday Mar 7, 2018 11:13 - 11:45
Distributionally Robust Adaptive Decision Making in Inventory Routing Problems
Dick den Hertog, Tilburg University
Thursday Mar 8, 2018 09:05 - 09:40
Is DRO the Only Approach for Optimization Problems with Convex Uncertainty?
Patrick Jaillet, Massachusetts Institute of Technology
Thursday Mar 8, 2018 09:44 - 10:22
Satisficing Models to Mitigate Uncertainty
Vineet Goyal, Columbia University
Thursday Mar 8, 2018 10:43 - 11:20
On the Power of Affine Policies in Two-Stage Adjustable Robust Optimization
Anthony Man-Cho So, The Chinese University of Hong Kong
Thursday Mar 8, 2018 11:23 - 11:55
On the Approximation Guarantee for a Semidefinite Relaxation of a Class of Robust Quadratic Optimization Problems
Grani A. Hanasusanto, University of Texas at Austin
Thursday Mar 8, 2018 11:56 - 12:20
Robust Quadratic Programming with Mixed-Integer Uncertainty
Marco Campi, University of Brescia
Thursday Mar 8, 2018 13:51 - 14:32
Risk and Complexity in Scenario Optimization
Simone Garatti, Politecnico di Milano
Thursday Mar 8, 2018 14:33 - 15:11
Scenario Optimization: The Performance-Risk Tradeoff
Guzin Bayraksan, Ohio State University
Thursday Mar 8, 2018 15:15 - 15:49
Effective Scenarios in Distributionally Robust Optimization
Abdel Lisser, Laboratoire de Recherche en Informatique - University Paris Sud
Thursday Mar 8, 2018 16:21 - 17:00
Distributionally Robust Chance Constrained Geometric Optimization
Siqian Shen, University of Michigan
Thursday Mar 8, 2018 17:01 - 17:35
Ambiguous Chance-Constrained Bin Packing under Mean-Covariance Information
Wolfram Wiesemann, Imperial College London
Friday Mar 9, 2018 09:02 - 09:42
"Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?
Erick Delage, HEC Montréal
Friday Mar 9, 2018 09:47 - 10:14
Measuring the Value of Randomized Solutions in Distributionally Robust Optimization
Daniel Kuhn, Ecole Polytechnique Federale de Laussane
Friday Mar 9, 2018 10:33 - 11:07
From Data to Decisions: Distributionally Robust Optimization is Optimal
Karthik Natarajan, Singapore University of Technology and Design
Friday Mar 9, 2018 11:14 - 11:44
On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor Model with Moment Constraints
